Null Hypothesis: LNREE has a unit root
Exogenous: None
Lag Length: 2 (Automatic based on SIC, MAXLAG=13)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -2.099720 0.0348
Test critical values: 1% level -2.581466
5% level -1.943107
10% level -1.615210
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(LNREE)
Method: Least Squares
Date: 03/08/14 Time: 14:45
Sample (adjusted): 4 144
Included observations: 141 after adjustments
Coefficient Std. Error t-Statistic Prob.
LNREE(-1) -0.000531 0.000253 -2.099720 0.0376
D(LNREE(-1)) 0.401528 0.081211 4.944238 0.0000
D(LNREE(-2)) 0.296040 0.081071 3.651606 0.0004
R-squared 0.371639 Mean dependent var -1.369078
Adjusted R-squared 0.362532 S.D. dependent var 2.528679
S.E. of regression 2.018938 Akaike info criterion 4.264067
Sum squared resid 562.5032 Schwarz criterion 4.326807
Log likelihood -297.6167 Hannan-Quinn criter. 4.289562
Durbin-Watson stat 2.102459
求助前辈们,写毕业论文时候用到 这个结果表明通过检验了么??
t检验值大于1%但是小于5%


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